Suggested Methods in Ridge Regression
IRAQI JOURNAL OF STATISTICAL SCIENCES,
2006, Volume 6, Issue 2, Pages 85-106
AbstractThree suggested procedures were adopted to determine the value of biasing parameter (k) in ridge regression: 1-fragmenting the ridge trace to groups each group contain semi-homogeneous absolute values of the estimated parameters, 2-rotating over the axis of ridge trace, 3-the ideal value of k should be determined through many analytical stages.
A procedure was suggested to select the best variables to admit in the ridge regression equation. The augmented matrix and vector have had a significant importance in facilitating all analyzing processes.
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